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Bernstein polynomial approximation of non-linear stochastic Itô-Volterra integral equations driven by multi-fractional Gaussian noise

Publication Type : Journal Article

Source : Materials Today: Proceedings, In press, 2023

Url : https://www.sciencedirect.com/science/article/abs/pii/S221478532300024X

Campus : Chennai

School : School of Engineering

Year : 2023

Abstract : In this article, a discussion about stochastic integral equations driven by multi-fractional Gaussian (MFGN) noise has been done which determines the stochastic solutions to fundamental equations based on effective elastic properties of nanomaterials. A Bernstein polynomials (BP) approach has been implemented to find an approximation of the stochastic integral equations under study which is efficient and has less computational cost. An example based on the integral equation has been solved to further more establish the efficiency of the polynomial scheme.

Cite this Research Publication : S. Singh, D Chaudhary, M K Gola, Priyadharshini A R and Krithika S "A Bernstein polynomial approximation of non-linear stochastic Itô-Volterra integral equations driven by multi-fractional Gaussian noise", Materials Today: Proceedings, In press, 2023

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